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HAWX vs. DFWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAWX vs. DFWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Currency Hedged MSCI ACWI ex U.S. ETF (HAWX) and DFA World ex U.S. Core Equity Portfolio (DFWIX). The values are adjusted to include any dividend payments, if applicable.

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HAWX vs. DFWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAWX
iShares Currency Hedged MSCI ACWI ex U.S. ETF
3.57%26.24%14.88%17.05%-8.59%13.40%6.92%22.75%-9.77%19.21%
DFWIX
DFA World ex U.S. Core Equity Portfolio
0.08%33.45%4.34%16.74%-14.04%22.41%9.35%19.98%-17.00%30.17%

Returns By Period

In the year-to-date period, HAWX achieves a 3.57% return, which is significantly higher than DFWIX's 0.08% return. Over the past 10 years, HAWX has outperformed DFWIX with an annualized return of 11.24%, while DFWIX has yielded a comparatively lower 10.00% annualized return.


HAWX

1D
2.38%
1M
-5.92%
YTD
3.57%
6M
9.86%
1Y
25.94%
3Y*
17.89%
5Y*
10.95%
10Y*
11.24%

DFWIX

1D
-0.33%
1M
-10.77%
YTD
0.08%
6M
4.76%
1Y
27.12%
3Y*
15.13%
5Y*
10.04%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAWX vs. DFWIX - Expense Ratio Comparison

HAWX has a 0.35% expense ratio, which is higher than DFWIX's 0.31% expense ratio.


Return for Risk

HAWX vs. DFWIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HAWX
HAWX Risk / Return Rank: 8585
Overall Rank
HAWX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
HAWX Sortino Ratio Rank: 8686
Sortino Ratio Rank
HAWX Omega Ratio Rank: 8888
Omega Ratio Rank
HAWX Calmar Ratio Rank: 8282
Calmar Ratio Rank
HAWX Martin Ratio Rank: 8585
Martin Ratio Rank

DFWIX
DFWIX Risk / Return Rank: 8686
Overall Rank
DFWIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DFWIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
DFWIX Omega Ratio Rank: 8686
Omega Ratio Rank
DFWIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DFWIX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HAWX vs. DFWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI ACWI ex U.S. ETF (HAWX) and DFA World ex U.S. Core Equity Portfolio (DFWIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


HAWXDFWIXDifference

Sharpe ratio

Return per unit of total volatility

1.72

1.81

-0.09

Sortino ratio

Return per unit of downside risk

2.31

2.36

-0.05

Omega ratio

Gain probability vs. loss probability

1.36

1.36

0.00

Calmar ratio

Return relative to maximum drawdown

2.27

2.00

+0.27

Martin ratio

Return relative to average drawdown

9.61

8.26

+1.35

HAWX vs. DFWIX - Sharpe Ratio Comparison

The current HAWX Sharpe Ratio is 1.72, which is comparable to the DFWIX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of HAWX and DFWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HAWXDFWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.81

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.68

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.65

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.49

+0.11

Correlation

The correlation between HAWX and DFWIX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HAWX vs. DFWIX - Dividend Comparison

HAWX's dividend yield for the trailing twelve months is around 2.71%, less than DFWIX's 3.21% yield.


TTM20252024202320222021202020192018201720162015
HAWX
iShares Currency Hedged MSCI ACWI ex U.S. ETF
2.71%2.80%3.31%2.95%16.94%2.63%2.00%3.23%2.51%2.40%2.49%3.86%
DFWIX
DFA World ex U.S. Core Equity Portfolio
3.21%3.00%3.32%3.36%3.11%10.71%1.81%2.36%3.50%2.36%2.59%2.31%

Drawdowns

HAWX vs. DFWIX - Drawdown Comparison

The maximum HAWX drawdown since its inception was -30.63%, smaller than the maximum DFWIX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for HAWX and DFWIX.


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Drawdown Indicators


HAWXDFWIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.63%

-41.80%

+11.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.16%

-10.82%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-17.47%

-27.31%

+9.84%

Max Drawdown (10Y)

Largest decline over 10 years

-30.63%

-41.80%

+11.17%

Current Drawdown

Current decline from peak

-6.37%

-10.82%

+4.45%

Average Drawdown

Average peak-to-trough decline

-4.33%

-8.23%

+3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.87%

-0.23%

Volatility

HAWX vs. DFWIX - Volatility Comparison

iShares Currency Hedged MSCI ACWI ex U.S. ETF (HAWX) has a higher volatility of 6.92% compared to DFA World ex U.S. Core Equity Portfolio (DFWIX) at 6.21%. This indicates that HAWX's price experiences larger fluctuations and is considered to be riskier than DFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAWXDFWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

6.21%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

9.58%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

14.65%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.11%

14.94%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

15.55%

-0.47%